+578.8%
MS vs IT
+96.9%
+481.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +0.7% | -18.8% | +19.5% | +7.5% |
| 30D | -0.9% | -0.1% | -0.9% | -1.8% |
| 3M | -13.0% | +2.9% | -15.9% | -15.7% |
| 6M | -2.0% | +20.4% | -22.4% | -13.0% |
| YTD | +7.8% | -24.3% | +32.1% | +13.3% |
| 1Y | +17.9% | -17.2% | +35.0% | +18.7% |
| 3Y | +174.8% | -52.4% | +227.2% | +243.3% |
| 5Y | +119.9% | -43.7% | +163.6% | +144.5% |
| 10Y | +578.8% | +90.3% | +488.5% | +276.5% |
| All | +578.8% | +96.9% | +481.9% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling